+189.1%
GSK vs BLDR
+374.7%
-185.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +1.1% | -3.0% | +4.1% | +1.4% |
| 30D | +6.3% | +20.1% | -13.8% | +4.6% |
| 3M | +1.8% | -17.5% | +19.3% | +3.2% |
| 6M | +1.7% | -16.1% | +17.7% | +2.6% |
| YTD | +6.5% | -41.0% | +47.6% | +10.4% |
| 1Y | +9.5% | -41.6% | +51.1% | +13.4% |
| 3Y | +65.3% | -50.8% | +116.1% | +71.1% |
| 5Y | +43.7% | -10.8% | +54.5% | +39.0% |
| 10Y | +104.1% | +486.3% | -382.2% | +61.6% |
| All | +189.1% | +374.7% | -185.6% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BLDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling